#include <OnixS/MTS/Cash/SDP/Classes/SMP.Classes.CMF_SWITCH_AUCTION.h>

Public Member Functions
	CMF_SWITCH_AUCTION ()

virtual	~CMF_SWITCH_AUCTION ()

virtual ClassId::Enum	id () const

size_t	deserialize (const void *buf, size_t inLen)

virtual std::string	toString () const

virtual size_t	serializationBufSize () const

virtual CMF_SWITCH_AUCTION *	clone () const

virtual CMF_SWITCH_AUCTION *	clone (void *) const

Public Member Functions inherited from Class
virtual	~Class ()

size_t	getMaxMessageSize () const

Public Attributes
UInt32	instrumentId

std::string	instrumentCode

std::string	instrumentDesc

UInt32	firstLegId

UInt32	secondLegId

UInt32	instrumentClassId

Double	lotValue

Double	incrementQty

Double	minPriceTick

Double	minYieldTick

Double	minOrderQty

Double	minFASQty

Double	minTradeQty

Double	incrementQtySecondLeg

UInt16	accIntPrecision

UInt32	settlDateFirstLeg

UInt32	settlDateSecondLeg

UInt32	sortNumber

Detailed Description

Definition at line 45 of file SMP.Classes.CMF_SWITCH_AUCTION.h.

Constructor & Destructor Documentation

CMF_SWITCH_AUCTION ( )

inline

Definition at line 48 of file SMP.Classes.CMF_SWITCH_AUCTION.h.

virtual ~CMF_SWITCH_AUCTION ( )

inlinevirtual

Definition at line 54 of file SMP.Classes.CMF_SWITCH_AUCTION.h.

Member Function Documentation

virtual CMF_SWITCH_AUCTION* clone ( ) const

virtual

Implements Class.

virtual CMF_SWITCH_AUCTION* clone ( void * ) const

virtual

Implements Class.

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

virtual ClassId::Enum id ( ) const

inlinevirtual

Class id.

Implements Class.

Definition at line 57 of file SMP.Classes.CMF_SWITCH_AUCTION.h.

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 124 of file SMP.Classes.CMF_SWITCH_AUCTION.h.

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

UInt16 accIntPrecision

Number of decimals to be used (precision) in the calculations to be made for settlement purposes.

Definition at line 106 of file SMP.Classes.CMF_SWITCH_AUCTION.h.

UInt32 firstLegId

Unique ID of the first (auctioned) leg financial instrument (Bond) in the TI_INSTRUMENT class (external reference key)

Definition at line 73 of file SMP.Classes.CMF_SWITCH_AUCTION.h.

Double incrementQty

Minimum quantity increment - applies to FAS,AON and FAK orders,to double-sided proposals and to RFQs. (This parameter also defines the minimum tradable quantity on the system)

Definition at line 85 of file SMP.Classes.CMF_SWITCH_AUCTION.h.

Double incrementQtySecondLeg

Minimum quantity increment for second buy back leg. (For future use)

Definition at line 103 of file SMP.Classes.CMF_SWITCH_AUCTION.h.

UInt32 instrumentClassId

Unique ID of the instrument class.

Definition at line 79 of file SMP.Classes.CMF_SWITCH_AUCTION.h.

std::string instrumentCode

Alphanumeric code of the Switch Auction products (tradable instrument)

Definition at line 67 of file SMP.Classes.CMF_SWITCH_AUCTION.h.

std::string instrumentDesc

Description of the Switch Auction products (tradable instrument)

Definition at line 70 of file SMP.Classes.CMF_SWITCH_AUCTION.h.

UInt32 instrumentId

Unique ID of the Switch Auction products (tradable instrument)

Definition at line 64 of file SMP.Classes.CMF_SWITCH_AUCTION.h.

Double lotValue

Unit value of the lot.

Definition at line 82 of file SMP.Classes.CMF_SWITCH_AUCTION.h.

Double minFASQty

Minimum FAS order quantity (applies to first auctioned leg)

Definition at line 97 of file SMP.Classes.CMF_SWITCH_AUCTION.h.

Double minOrderQty

Minimum FAK/AON order quantity (applies to first auctioned leg). If MinOrderQty >= IncrementQty order will be compliant. If MinOrderQty < IncrementQty order will be non-compliant,resulting in manual acceptance.

Definition at line 94 of file SMP.Classes.CMF_SWITCH_AUCTION.h.

Double minPriceTick

Minimum Price variation that users will be able to express in double sided proposals,FAS orders,RFQs and FAK/AON orders.

Definition at line 88 of file SMP.Classes.CMF_SWITCH_AUCTION.h.

Double minTradeQty

Minimum tradable quantity to be specified in quotes, FAS orders, FAK/FOK orders.

Definition at line 100 of file SMP.Classes.CMF_SWITCH_AUCTION.h.

Double minYieldTick

Minimum yield variation that users will be able to express in double sided proposals,FAS orders,RFQs and FAK/AON orders.

Definition at line 91 of file SMP.Classes.CMF_SWITCH_AUCTION.h.

UInt32 secondLegId

Unique ID of the second (buy back) leg financial instrument (Bond) in the TI_INSTRUMENT class (external reference key)